The covariance function of a second-order stochastic process isIt is a positive-semidefinite kernel and determines the finite-dimensional distributions of a centered Gaussian process.
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The covariance function, also known as the covariance kernel in the context of stochastic processes, describes how two random variables or functions are related to each other in terms of their joint variability. Specifically, it quantifies the degree to which two variables change together.